-56.4%
FICO vs ELV
+42.6%
-99.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.2% | -4.1% |
| 7D | +0.4% | +4.8% | -4.4% | -0.5% |
| 30D | +1.7% | +10.1% | -8.4% | +0.2% |
| 3M | -33.0% | +15.4% | -48.4% | -34.4% |
| 6M | -33.9% | +17.7% | -51.6% | -35.8% |
| YTD | -58.5% | +25.7% | -84.2% | -60.8% |
| 1Y | -56.4% | +39.9% | -96.2% | -59.8% |
| All | -56.4% | +42.6% | -99.0% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling